Warm the milk in a saucepan (or in the microwave). Add teabags (or loose tea). Let it brew while the milk cools.
Line a baking sheet with parchment paper.
In a mixing bowl, combine the flour, sugar, baking powder, salt, and baking soda. Cut in the cubed butter with a pastry cutter or with your fingers until it resembles fine crumbs.
Remove the tea bags from the cooled Earl Grey-infused milk of if you added loose tea, strain the milk. Stir in the orange zest and beaten egg into the milk.
Add the milk-tea mixture to the dry ingredients, stirring until just combined.
Making wedge shapes:
Turn the dough onto a lightly floured surface. For wedge scones; shape the dough into a disc shape about 1 to 1.5 inches thick. Cut into equal triangle-shaped wedges and place on a parchment-lined baking sheet.
Making round shapes:
For round scones, roll the dough from 3/4-inch to 1-inch in diameter. Using a round-shaped biscuit cutter, cut into shapes and place on a parchment-lined baking sheet.
Baking Scones
Preheat the oven to 400°F and chill the shaped unbaked scones for 15 minutes, or until chilled.
Once the oven is preheated and the scones are chilled, bake for 15 to 20 minutes, depending on the shape and thickness, or until golden brown.
Transfer to a wire rack to cool slightly before glazing or serving.
Orange Glaze
In a small bowl whisk together the powdered sugar and orange juice until smooth. Drizzle the top of each cooled scone.